+452.3%
SIMO vs AFL
+64.2%
+388.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +6.1% |
| 7D | +14.6% | -0.7% | +15.3% | +14.5% |
| 30D | +6.2% | -7.1% | +13.3% | +5.8% |
| 3M | +3.6% | +0.4% | +3.1% | +3.1% |
| 6M | +130.8% | +4.5% | +126.2% | +128.7% |
| YTD | +195.8% | +6.1% | +189.7% | +191.7% |
| 1Y | +225.0% | +10.6% | +214.4% | +217.1% |
| 3Y | +452.3% | +64.0% | +388.3% | +366.9% |
| All | +452.3% | +64.2% | +388.1% | +366.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling